+736.3%
TT vs TCOM
+5.9%
+730.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +4.0% | -1.8% | +5.8% | +4.3% |
| 30D | -11.3% | +12.1% | -23.4% | -12.8% |
| 3M | -12.3% | -3.2% | -9.1% | -12.1% |
| 6M | -10.8% | -16.6% | +5.8% | -9.0% |
| YTD | +8.2% | -39.4% | +47.6% | +15.1% |
| 1Y | +1.5% | -41.5% | +43.0% | +8.5% |
| 3Y | +91.5% | +24.4% | +67.1% | +77.3% |
| 5Y | +130.2% | +41.6% | +88.6% | +99.5% |
| All | +736.3% | +5.9% | +730.4% | +594.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling